کتاب دانلود کتب لاتین علوم مهندسیفیزیک
دوره اول در تئوری ماتریس تصادفی - برای فیزیکدانان، مهندسان و دانشمندان داده
دوره اول در تئوری ماتریس تصادفی - برای فیزیکدانان، مهندسان و دانشمندان داده

A First Course in Random Matrix Theory - for Physicists, Engineers and Data Scientists
نویسنده: Marc Potters
سال انتشار: 2021
تعداد صفحات: 370
زبان فایل: English
فرمت فایل: pdf
حجم فایل: 4MB
قیمت: 500,000ريال

افزودن به سبد دانلود

Publisher : Cambridge University Press

ISBN-10 : 1108488080

ISBN-13 : 978-1108488082

ASIN : B08L9MKG9T

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists.